Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902872.3155 | 779876.6095 | 122995.706 | 5786281.466 | 1723807.3306 | 4062474.1354 |
Total P&L (%) | 902.8723 | 779.8766 | 122.9957 | 5786.2815 | 1723.8073 | 4062.4741 |
Avg Daily Profit (%) | 0.489 | 0.4224 | 0.0666 | 0.2209 | 0.1574 | 0.2021 |
Buy And Hold Return (%) | 133.5411 | 133.5411 | 133.5411 | 133.5411 | 133.5411 | 133.5411 |
Max Trade Drawdown | -81745 | -54670 | -108922 | -6768472 | -4682947 | -3024579 |
Profit Factor | 2.1988 | 3.2701 | 1.3003 | 1.2817 | 1.1579 | 1.422 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Profitability (%) | 33.5366 | 35.3659 | 31.7073 | 33.5366 | 35.3659 | 31.7073 |
Ratio Avg Win / Avg Loss | 4.3577 | 5.9764 | 2.8006 | 2.5401 | 2.1162 | 3.0628 |
Largest Winning Trade | 286870 | 286870 | 74991 | 5110988 | 2602518 | 5110988 |
Largest Losing Trade | -39960 | -24774 | -39960 | -1177505 | -1162559 | -1177505 |
Avg Bars in Trades | 65 | 63 | 68 | 65 | 63 | 68 |
Avg Bars in Winners | 147 | 138 | 158 | 147 | 138 | 158 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 10819 | 5217 | 5602 | 10819 | 5217 | 5602 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323599 | 189610 | -280145 | 135234 | -48183 | -1575 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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